Centre for microdata methods and practice
Professor of Econometrics
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently,… Continue reading.
Testing for a mediation effect is important in many disciplines, but is made difficult – even… Continue reading.
This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and… Continue reading.
Recursive relations for objects of statistical interest have long been important for computation, and they remain… Continue reading.
The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spatial autoregressive model cannot… Continue reading.
The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed… Continue reading.
For a simplified structural equation/IV regression model with one right-side endogenous variable, we derive the exact… Continue reading.
This paper was revised in May 2007. For a simplified structural equation/IV regression model with one… Continue reading.
For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables… Continue reading.
The top-order zonal polynomials Ck(A),and top-order invariant polynomials Ck1,…,kr(A1,…,Ar)in which each of the partitions of ki,i… Continue reading.